+251.3%
UAL vs VSH
+224.9%
+26.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.1% |
| 7D | +0.7% | +4.1% | -3.4% | -1.4% |
| 30D | -16.1% | -4.2% | -11.9% | -14.7% |
| 3M | +6.1% | -50.0% | +56.1% | +45.5% |
| 6M | +10.8% | +80.2% | -69.3% | -29.9% |
| YTD | -0.4% | +121.1% | -121.5% | -44.8% |
| 1Y | +5.0% | +112.0% | -107.0% | -41.3% |
| 3Y | +124.0% | +22.5% | +101.5% | +61.4% |
| 5Y | +141.0% | +64.0% | +76.9% | +43.0% |
| 10Y | +118.0% | +170.4% | -52.4% | -4.1% |
| All | +251.3% | +224.9% | +26.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling